OTP Bank PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.15% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1422 | 22.60 | |
| 0.1272 | 33.78 | |
| 0.8470 | 218.93 | |
| 0.4567 | 13.23 |
Estimation Period:
Aug 10, 1995 to Feb 6, 2026
Aug 10, 1995 to Feb 6, 2026
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